+115.1%
PSMT vs SPY
+81.0%
+34.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -0.8% | -0.4% | -0.5% | -0.6% |
| 30D | +1.5% | -1.4% | +2.8% | +2.4% |
| 3M | -2.8% | +3.7% | -6.5% | -5.3% |
| 6M | +15.1% | +13.0% | +2.1% | +5.8% |
| YTD | +40.3% | +12.4% | +27.9% | +29.4% |
| 1Y | +55.3% | +18.5% | +36.8% | +38.1% |
| 3Y | +140.3% | +77.6% | +62.7% | +58.8% |
| 5Y | +115.1% | +81.7% | +33.4% | +38.2% |
| All | +115.1% | +81.0% | +34.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling